+524.8%
FAST vs SCHG
+454.2%
+70.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.4% | -2.7% | +2.3% | +1.4% |
| 30D | -6.4% | -2.2% | -4.2% | -5.1% |
| 3M | +7.1% | +6.2% | +0.9% | +2.6% |
| 6M | +7.0% | +13.4% | -6.4% | -2.3% |
| YTD | +24.1% | +7.1% | +17.0% | +17.7% |
| 1Y | +4.4% | +12.5% | -8.1% | -4.8% |
| 3Y | +93.2% | +86.2% | +7.1% | +19.0% |
| 5Y | +106.4% | +83.9% | +22.4% | +25.5% |
| All | +524.8% | +454.2% | +70.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling